+413.4%
ASTS vs GDDY
+27.3%
+386.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.0% | -7.0% | -4.9% |
| 7D | -3.6% | -7.0% | +3.4% | -1.8% |
| 30D | -16.4% | +6.2% | -22.6% | -18.8% |
| 3M | -31.4% | +20.0% | -51.4% | -38.6% |
| 6M | -31.6% | +6.8% | -38.4% | -36.7% |
| YTD | -17.5% | -22.3% | +4.8% | -11.8% |
| 1Y | +59.4% | -33.5% | +92.9% | +85.2% |
| 3Y | +1,460.2% | +29.2% | +1,430.9% | +924.1% |
| 5Y | +413.4% | +28.1% | +385.3% | +247.7% |
| All | +413.4% | +27.3% | +386.1% | +247.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling